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Improved variance estimation under sub-space restriction

โœ Scribed by M. Arashi; S.M.M. Tabatabaey


Book ID
108185586
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
658 KB
Volume
100
Category
Article
ISSN
0047-259X

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For \(k\) normal populations with unknown means \(\mu_{i}\) and unknown variances \(\sigma_{t}^{2}\), \(i=1, \ldots, k\), assume that there are some order restrictions among the means and variances, respectively, for example, simple order restrictions: \(\mu_{1} \leqslant \mu_{2} \leqslant \cdots \l